+76.4%
BND vs CHRW
+365.7%
-289.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.1% | -1.4% | +1.3% | -0.2% |
| 30D | -0.4% | -3.5% | +3.1% | -0.4% |
| 3M | -0.6% | -19.4% | +18.8% | -0.8% |
| 6M | -1.4% | -21.4% | +19.9% | -1.7% |
| YTD | -0.2% | -7.1% | +6.9% | -0.2% |
| 1Y | +1.3% | +17.8% | -16.5% | +1.6% |
| 3Y | +13.2% | +78.8% | -65.6% | +14.2% |
| 5Y | -1.6% | +83.5% | -85.1% | -0.4% |
| 10Y | +15.5% | +160.2% | -144.8% | +18.3% |
| All | +76.4% | +365.7% | -289.4% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling